Pine Script Part 7: Professional Algo Strategy Design

This chapter brings Pine Script development to institutional quantitative trading standards.

1. What Makes a Professional Algo?

Signal + Filter + Risk Management = Trading System

A real algo:

Understands trend
Measures volatility
Detects regime
Uses dynamic risk
Uses timing filters
Uses structured exit logic

2. Multi-Signal Architecture

trend = ta.ema(close, 200)
momentum = ta.rsi(close, 14)
vol = ta.atr(14)

trendSignal = close > trend
momentumSignal = momentum > 50
volSignal = vol > ta.sma(vol, 50)

entry = trendSignal and momentumSignal and volSignal

3. Risk Management

riskPerTrade = 0.01
atr = ta.atr(14)
stopDistance = atr * 2
positionSize = strategy.equity * riskPerTrade / stopDistance

4. Market Regime Filters

trendRegime = ta.adx(14) > 20
rangeRegime = ta.adx(14) < 15

5. Timing Algorithms

entry = signal and barstate.isconfirmed

6. Exit Systems

trail = close - atr*1.5
strategy.exit("TS", "Long", trail_price=trail)

7. Full Professional System

//@version=5
strategy("Pro Algo V2", overlay=true)

trend = ta.ema(close, 200)
trendUp = close > trend

rsi = ta.rsi(close, 14)
momentumUp = rsi > 55

atr = ta.atr(14)
volOK = atr > ta.sma(atr, 50)

regime = ta.adx(14) > 20

longSignal = ta.crossover(close, ta.ema(close, 50))

noise = math.abs(close - open) > atr * 0.2

if longSignal and trendUp and momentumUp and volOK and regime and noise
    strategy.entry("Long", strategy.long)

strategy.exit("Exit", "Long", stop=close - atr*2, trail_price=close - atr*1.5)

plot(trend)
plot(ta.ema(close, 50))

8. Editor

https://sancoqhub.com/go/tradingview

9. Premium Benefits

https://sancoqhub.com/go/tradingview

10. Conclusion

You now understand full professional algo development.
Next chapter: Part 8 – Full Bot Automation & API Integration.